Nonlinear programming in approximate dynamic programming - bang-bang solutions, stock-management and unsmooth penalties

Olivier Teytaud, Sylvain Gelly. Nonlinear programming in approximate dynamic programming - bang-bang solutions, stock-management and unsmooth penalties. In Janan Zaytoon, Jean-Louis Ferrier, Juan Andrade-Cetto, Joaquim Filipe, editors, ICINCO 2007, Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics, Intelligent Control Systems and Optimization, Angers, France, May 9-12, 2007. pages 47-54, INSTICC Press, 2007.

@inproceedings{TeytaudG07:0,
  title = {Nonlinear programming in approximate dynamic programming - bang-bang solutions, stock-management and unsmooth penalties},
  author = {Olivier Teytaud and Sylvain Gelly},
  year = {2007},
  tags = {programming},
  researchr = {https://researchr.org/publication/TeytaudG07%3A0},
  cites = {0},
  citedby = {0},
  pages = {47-54},
  booktitle = {ICINCO 2007, Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics, Intelligent Control Systems and Optimization, Angers, France, May 9-12, 2007},
  editor = {Janan Zaytoon and Jean-Louis Ferrier and Juan Andrade-Cetto and Joaquim Filipe},
  publisher = {INSTICC Press},
  isbn = {978-972-8865-82-5},
}